+1,029.4%
MDB vs ARWR
+2,057.6%
-1,028.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | -1.8% | -4.0% | +2.3% | -0.7% |
| 30D | -17.3% | -5.0% | -12.2% | -16.4% |
| 3M | +2.2% | +11.3% | -9.1% | -2.1% |
| 6M | +33.9% | +42.6% | -8.7% | +17.5% |
| YTD | -13.7% | +24.8% | -38.5% | -22.0% |
| 1Y | +9.1% | +178.8% | -169.7% | -24.6% |
| 3Y | -8.1% | +183.3% | -191.5% | -45.3% |
| 5Y | -25.9% | +29.5% | -55.4% | -45.9% |
| All | +1,029.4% | +2,057.6% | -1,028.1% | +309.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ARWR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling